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Forecasting returns and risk in financial markets using linear and nonlinear models
Clements, Michael P.; Milas, Costas; van Dijk, Dick - In: International journal of forecasting 25 (2009) 2, pp. 215-217
Persistent link: https://www.econbiz.de/10008231953
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On SETAR non-linearity and forecasting
Clements, Michael P.; Franses, Philip Hans; Smith, Jeremy; … - In: Journal of forecasting 22 (2003) 5, pp. 359-376
Persistent link: https://www.econbiz.de/10006887467
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Forecasting US output growth with non-linear models in the presence of data uncertainty
Clements, Michael P. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 16 (2012) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10010008361
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Common risk factors in the U.S. and UK interest rate swap markets: Evidence from a nonlinear vector autoregression approach
Lekkos, Ilias; Milas, Costas - In: The journal of futures markets 24 (2004) 3, pp. 221-250
Persistent link: https://www.econbiz.de/10006818982
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Identifying the Factors that Affect Interest-Rate Swap Spreads: Some Evidence from the United States and the United Kingdom
Lekkos, Ilias; Milas, Costas - In: The journal of futures markets 21 (2001) 8, pp. 737-768
Persistent link: https://www.econbiz.de/10006832281
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Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach
Milas, Costas; Otero, Jesus - In: Economic modelling 20 (2003) 1, pp. 165-180
Persistent link: https://www.econbiz.de/10006259633
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Modelling the spot prices of various coffee types
Otero, Jesus; Milas, Costas - In: Economic modelling 18 (2001) 4, pp. 625-642
Persistent link: https://www.econbiz.de/10006271753
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Long-run structural estimation of labour market equations with an application to Greece
Milas, Costas - In: Economic modelling 16 (1999) 1, pp. 149
Persistent link: https://www.econbiz.de/10006301405
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The Role of Omitted Variables in Identifying a Long-run Equilibrium Relationship for the Italian Government Growth
Legrenzi, Gabriella; Milas, Costas - In: International tax and public finance 9 (2002) 4, pp. 435-449
Persistent link: https://www.econbiz.de/10006085906
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The Role of Omitted Variables in Identifying a Long-run Equilibrium Relationship for the Italian Government Growth
Legrenzi, Gabriella; Milas, Costas - In: International tax and public finance 9 (2002) 4, pp. 435-449
Persistent link: https://www.econbiz.de/10006086440